Governance
Procedures to ensure the robustness of our portfolio allocations and operations:
Trading
- Human in the loop checks prior to trading to confirm prices, geographic scope, market capitalisation, proportion of cash and total AUM.
- Daily monitoring against UCITs constraints
Research and Development
- Initial ideas prototyped and reviewed by the Sanctum Research Committee before further progression.
- Promising research streams verified using out of sample data for realistic assessment of performance.
- New methodologies only deployed after sign-off from the Chief Investment officer.
- Ongoing monitoring of the live performance vs. the back-test performance and any discrepancies investigated.
| Sanctum Core Europe Adaptive | Sanctum Stock-Bond US Adaptive | |
|---|---|---|
| Investments | Long-only stocks | Long only stocks and US treasury bonds. |
| Share class | GBP | GBP |
| Currency | EUR | USD |
| AUM | Optimised for up to €500m | Optimised for up to $500m |
| Geographic scope | Developed Europe ex UK | North America (US and Canada) |
| Portfolio size | ~40 stocks | ~80 stocks |
| Geographic diversification | EU Capital Key ± 5% | North America and Canada |
| Sector concentration | N/A | Max 25% at rebalance |
| Maximum position size at rebalance | 6% (UCITs compliant) | 4% |
| Rebalance frequency | 2-6 weeks under normal operation | 2-6 weeks under normal operation |
| Minimum market cap | €12bn on entry, €10bn on exit (adjusted for market growth) | $300m |
| Liquidation period | <3d for normal operation | <3d for normal operation |
| Comparable index | FTSE Developed Europe ex UK Index | S&P 500 |
Disclaimer
Kindly note we are only able to provide our investment management services to Professional Investors and we cannot deal with Retail investors. We would recommend that you seek independent advice from a finance professional if you are unsure about your status. Please click below to continue.
IMPORTANT:
Sanctum Financial Investment has no connection with Sanctum Asset Management. Please see notification from the Financial Conduct Authority for further information.